NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.713 |
3.671 |
-0.042 |
-1.1% |
3.573 |
| High |
3.750 |
3.699 |
-0.051 |
-1.4% |
3.750 |
| Low |
3.624 |
3.568 |
-0.056 |
-1.5% |
3.523 |
| Close |
3.677 |
3.577 |
-0.100 |
-2.7% |
3.577 |
| Range |
0.126 |
0.131 |
0.005 |
4.0% |
0.227 |
| ATR |
0.121 |
0.122 |
0.001 |
0.6% |
0.000 |
| Volume |
29,773 |
44,401 |
14,628 |
49.1% |
157,077 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.008 |
3.923 |
3.649 |
|
| R3 |
3.877 |
3.792 |
3.613 |
|
| R2 |
3.746 |
3.746 |
3.601 |
|
| R1 |
3.661 |
3.661 |
3.589 |
3.638 |
| PP |
3.615 |
3.615 |
3.615 |
3.603 |
| S1 |
3.530 |
3.530 |
3.565 |
3.507 |
| S2 |
3.484 |
3.484 |
3.553 |
|
| S3 |
3.353 |
3.399 |
3.541 |
|
| S4 |
3.222 |
3.268 |
3.505 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.298 |
4.164 |
3.702 |
|
| R3 |
4.071 |
3.937 |
3.639 |
|
| R2 |
3.844 |
3.844 |
3.619 |
|
| R1 |
3.710 |
3.710 |
3.598 |
3.777 |
| PP |
3.617 |
3.617 |
3.617 |
3.650 |
| S1 |
3.483 |
3.483 |
3.556 |
3.550 |
| S2 |
3.390 |
3.390 |
3.535 |
|
| S3 |
3.163 |
3.256 |
3.515 |
|
| S4 |
2.936 |
3.029 |
3.452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.750 |
3.523 |
0.227 |
6.3% |
0.130 |
3.6% |
24% |
False |
False |
31,415 |
| 10 |
3.985 |
3.523 |
0.462 |
12.9% |
0.131 |
3.7% |
12% |
False |
False |
29,046 |
| 20 |
4.036 |
3.523 |
0.513 |
14.3% |
0.125 |
3.5% |
11% |
False |
False |
25,699 |
| 40 |
4.049 |
3.523 |
0.526 |
14.7% |
0.114 |
3.2% |
10% |
False |
False |
22,608 |
| 60 |
4.049 |
3.383 |
0.666 |
18.6% |
0.106 |
3.0% |
29% |
False |
False |
20,767 |
| 80 |
4.049 |
3.210 |
0.839 |
23.5% |
0.102 |
2.9% |
44% |
False |
False |
17,951 |
| 100 |
4.049 |
3.210 |
0.839 |
23.5% |
0.098 |
2.7% |
44% |
False |
False |
15,868 |
| 120 |
4.049 |
3.210 |
0.839 |
23.5% |
0.098 |
2.7% |
44% |
False |
False |
14,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.256 |
|
2.618 |
4.042 |
|
1.618 |
3.911 |
|
1.000 |
3.830 |
|
0.618 |
3.780 |
|
HIGH |
3.699 |
|
0.618 |
3.649 |
|
0.500 |
3.634 |
|
0.382 |
3.618 |
|
LOW |
3.568 |
|
0.618 |
3.487 |
|
1.000 |
3.437 |
|
1.618 |
3.356 |
|
2.618 |
3.225 |
|
4.250 |
3.011 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.634 |
3.637 |
| PP |
3.615 |
3.617 |
| S1 |
3.596 |
3.597 |
|